The people were 'at the mercy of' the advancing army. = The army advanced, and the people were 'at their mercy'. [=the people could do nothing to defend themselves from the army]
The prisoner confessed his crimes and 'threw himself on the mercy of' the court. [=the prisoner begged the court for mercy]
He 'showed no mercy' to his enemies. = He 'showed' his enemies 'no mercy'. [=he treated his enemies very harshly]
(..) Jesus, somebody had themselves a field day beating the shit out this thing, didn't they? Yeah. No mercy shown here. Didn't find any bodies, did ya? - Not yet. - Holy Christ. What could these kids have done to bring this much hell down on 'em? (..)2003 House of 1000 Corpses